Tristan Guillaume : Citation Profile

Are you Tristan Guillaume?

Université de Cergy-Pontoise

3

H index

0

i10 index

17

Citations

RESEARCH PRODUCTION:

6

Articles

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 0
   Journals where Tristan Guillaume has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (5.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu133
   Updated: 2024-11-06    RAS profile: 2020-02-09    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Tristan Guillaume.

Is cited by:

ausloos, marcel (1)

Cites to:

Stulz, René (2)

merton, robert (2)

Scholes, Myron (2)

Villena, Marcelo (1)

DA FONSECA, José (1)

White, Alan (1)

Driessen, Joost (1)

Tebaldi, Claudio (1)

White, Alan (1)

Vilkov, Grigory (1)

Main data

Where Tristan Guillaume has published?

Recent works citing Tristan Guillaume (2024 and 2023)

YearTitle of citing document
2023Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in L\evy Models. (2022). Bayer, Christian ; Tempone, Ra'Ul ; Samet, Michael ; Papapantoleon, Antonis ; ben Hammouda, Chiheb. In: Papers. RePEc:arx:papers:2203.08196.

Full description at Econpapers || Download paper

2024Pre-electoral coalition agreement from the Black-Scholes point of view. (2023). Mitrovic, Darko. In: Papers. RePEc:arx:papers:2310.16424.

Full description at Econpapers || Download paper

2023Min–max multi-step barrier options and their variants. (2023). Song, Seongjoo ; Lee, Gaeun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000670.

Full description at Econpapers || Download paper

Works by Tristan Guillaume:

YearTitleTypeCited
2016An Analytically Tractable Model for Pricing Multiasset Options with Correlated Jump-Diffusion Equity Processes and a Two-Factor Stochastic Yield Curve In: Journal of Applied Mathematics.
[Full Text][Citation analysis]		article1
2015On the Computation of the Survival Probability of Brownian Motion with Drift in a Closed Time Interval When the Absorbing Boundary Is a Step Function In: Journal of Probability and Statistics.
[Full Text][Citation analysis]		article3
2008Making the best of best-of In: Review of Derivatives Research.
[Full Text][Citation analysis]		article2
2019On the multidimensional Black–Scholes partial differential equation In: Annals of Operations Research.
[Full Text][Citation analysis]		article5
2001valuation of options on joint minima and maxima In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article3
2015Analytical valuation of autocallable notes In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team